Into the ORBIT for Time Series: Training Regimes for Foundation Models
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Computer Science > Machine Learning
Title:Into the ORBIT for Time Series: Training Regimes for Foundation Models
Abstract:Time series foundation models (TSFMs) have advanced primarily through architectural innovation, while training regimes for large-scale heterogeneous corpora remain under-explored. As a result, pre-training distributions are often poorly controlled with respect to domain imbalance, context requirements, prediction horizons, and missingness. We introduce ORBIT (Omni-Range Bootstrap Incremental Training), a training paradigm that makes this distribution explicit and controllable. ORBIT combines Bootstrap Multi-Level Sampling, which controls dataset exposure and samples records, target variables, context windows, and prediction horizons, with Omni-Range Incremental Training, which varies context lengths and prediction horizons throughout a single training stage. Under ORBIT, we train Falcon-2.0, a simple univariate encoder-only Transformer with missingness-aware triple-channel patch tokenization and parallel patch prediction. We further introduce Rank-Guided Cross-Depth Alignment, a training objective that uses late-layer representations as stop-gradient teachers for shallow layers without additional inference cost. Evaluations on GIFT-Eval and fev-bench demonstrate strong zero-shot forecasting performance across diverse domains and frequencies.
| Subjects: | Machine Learning (cs.LG); Artificial Intelligence (cs.AI) |
| Cite as: | arXiv:2608.13262 [cs.LG] |
| (or arXiv:2608.13262v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2608.13262
arXiv-issued DOI via DataCite (pending registration)
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